2022-1

Lendmark Funding Trust (LFT) 2022-1

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	220.640	3.34	-	AAA	-	AAA	-	-	-	Fixed	I-Curve	200-215	200	5.12%	5.185%	99.97000
B	USD	33.460	3.88	-	AA+	-	AAA	-	-	-	Fixed	I-Curve	250	250	5.62%	5.695%	99.97034
C	USD	49.980	4.12	-	A	-	AA (H)	-	-	-	Fixed	I-Curve	350	350	6.60%	6.700%	99.97028
D	USD	27.660	4.37	-	BBB	-	A	-	-	-	Fixed	I-Curve	510	510	8.16%	8.304%	99.98621
E	USD	68.260	4.67	-	BB-	-	BBB (L)	-	-	-	-	-	-	-	-	-	Retained

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Filings

ABS-15G

Tranche Comments

A: First Pay: 2022-07-20; Registration: 144A/Reg S; B: First Pay: 2022-07-20; Registration: 144A/Reg S; C: First Pay: 2022-07-20; Registration: 144A/Reg S; D: First Pay: 2022-07-20; Registration: 144A/Reg S; E: First Pay: 2022-07-20; Registration: 144A Only;

Deal Comments

The deal was upsized from USD$300m to USD$400m

Collateral

Fixed rate consumer loans

Risk Retention

US - Yes, EU - No

Pricing Speed

30% CPR and 10% Clean-Up Call

Research

AllReportsSurveillanceOther

Sector	Name	Type	Publisher	Date
ESOT	Lendmark Funding Trust 2022-1: October 2022 Performance Analytics Report	Performance Analytics	DBRS-MS	Oct 27, 2022
ESOT	DBRS Morningstar Finalizes Provisional Ratings on Lendmark Funding Trust 2022-1	Press Release	DBRS-MS	Jun 28, 2022
ESOT	Lendmark Funding Trust 2022-1: Rating Report	Rating Report	DBRS-MS	Jun 28, 2022
ESOT	DBRS Morningstar Assigns Provisional Ratings to Lendmark Funding Trust 2022-1	Press Release	DBRS-MS	Jun 17, 2022
ESOT	Lendmark Funding Trust 2022-1: Presale Report	Presale Report	DBRS-MS	Jun 17, 2022